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Trade: FIL/USDT/720/PSAR/HWMA/3397

Strategy
FIL/USDT/720/PSAR/HWMA/3397
Pair
FIL_USDT
Interval
12h
Score
330819
Daily Profit
0.209688
Profit Factor
1.339083
Profitability
43.835616
Streak
10.872445
Best Strategy
Training Data Length
1812.500000
Evaluation Time
2025-10-01 23:56
Expiration Time
2025-11-24 23:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380058.6358 193440.1122 186618.5235 212387.0928 -157522.9957 369910.0885
Total P&L (%) 380.0586 193.4401 186.6185 212.3871 -157.523 369.9101
Avg Daily Profit (%) 0.2097 0.1067 0.103 0.0629 0 0.0854
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98996 -90491 -92400 -761664 -580864 -599955
Profit Factor 1.3391 1.3112 1.3739 1.0373 0.9483 1.14
Total Trades 292 146 146 292 146 146
Winning Trades 128 58 70 128 58 70
Losing Trades 164 88 76 164 88 76
Profitability (%) 43.8356 39.726 47.9452 43.8356 39.726 47.9452
Ratio Avg Win / Avg Loss 1.7157 1.9894 1.4916 1.3291 1.4388 1.2377
Largest Winning Trade 114616 114616 43232 268744 268744 218863
Largest Losing Trade -44382 -31501 -44382 -191464 -191464 -155480
Avg Bars in Trades 12 11 12 12 11 12
Avg Bars in Winners 16 15 16 16 15 16
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 3601 1737 1864 3601 1737 1864
Profit Streak 10.8724 0 15.3724 10.8724 0 15.3724
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330819 -53126 -55094 -288406 -582996 -145572
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759352179261,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.38229,
            "nb": 0.1,
            "nc": 0.5347
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            380058.6357506001,
            193440.1122115039,
            186618.5235390962,
            212387.0928086631,
            -157522.9956612289,
            369910.0884698926
        ],
        [
            380.058636,
            193.440112,
            186.618524,
            212.387093,
            -157.522996,
            369.910088
        ],
        [
            0.209688,
            0.106726,
            0.102962,
            0.062865,
            0,
            0.085409
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98996,
            -90491,
            -92400,
            -761664,
            -580864,
            -599955
        ],
        [
            1.339083,
            1.311163,
            1.373854,
            1.037323,
            0.948321,
            1.139989
        ],
        [
            292,
            146,
            146,
            292,
            146,
            146
        ],
        [
            128,
            58,
            70,
            128,
            58,
            70
        ],
        [
            164,
            88,
            76,
            164,
            88,
            76
        ],
        [
            43.835616,
            39.726027,
            47.945205,
            43.835616,
            39.726027,
            47.945205
        ],
        [
            1.7157,
            1.989351,
            1.491612,
            1.32907,
            1.438831,
            1.237702
        ],
        [
            114616,
            114616,
            43232,
            268744,
            268744,
            218863
        ],
        [
            -44382,
            -31501,
            -44382,
            -191464,
            -191464,
            -155480
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            16,
            15,
            16,
            16,
            15,
            16
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            3601,
            1737,
            1864,
            3601,
            1737,
            1864
        ],
        [
            10.872445,
            0,
            15.372445,
            10.872445,
            0,
            15.372445
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330819,
            -53126,
            -55094,
            -288406,
            -582996,
            -145572
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3625,
    "evaluation_days": 1812.5,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1602763200000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759352179261,
    "expiration_time": 1764018000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.38229,
            "nb": 0.1,
            "nc": 0.5347
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)